# Khan, Asad ul Islam

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Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla

Ä°ktisat BÃ¶lÃ¼mÃ¼, baÅŸta TÃ¼rkiye ve Ã§evre Ã¼lkeler olmak Ã¼zere kÃ¼resel ekonomileri anlayan, var olan sorunlarÄ± analiz ederken, iktisadi kuramlarÄ± ve kavramlarÄ± yetkin ve Ã¶zgÃ¼n bir ÅŸekilde kullanma becerisine sahip bireyler yetiÅŸtirmeyi amaÃ§lamaktadÄ±r.

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Khan

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Solunum Sistemi, Genel ve Dahili TÄ±p, Ã‡evre Bilimleri ve Ekoloji, Ä°ÅŸ Ekonomisi, Bilim ve Teknoloji

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YayÄ±n Constant time calculation of the metric dimension of the join of path graphs(MDPI, 2023) Zhang, Chuanjun; Haidar, Ghulam; Khan, Murad ul Islam; Yousafzai, Faisal; Hila, Kostaq; Khan, Asad ul Islam; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The distance between two vertices of a simple connected graph G, denoted as (Formula presented.), is the length of the shortest path from u to v and is always symmetrical. An ordered subset (Formula presented.) of (Formula presented.) is a resolving set for G, if for âˆ€ (Formula presented.), there exists (Formula presented.) âˆ‹ (Formula presented.). A resolving set with minimal cardinality is called the metric basis. The metric dimension of G is the cardinality of metric basis of G and is denoted as (Formula presented.). For the graph (Formula presented.) and (Formula presented.), their join is denoted by (Formula presented.). The vertex set of (Formula presented.) is (Formula presented.) and the edge set is (Formula presented.). In this article, we show that the metric dimension of the join of two path graphs is unbounded because of its dependence on the size of the paths. We also provide a general formula to determine this metric dimension. We also develop algorithms to obtain metric dimensions and a metric basis for the join of path graphs, with respect to its symmetries.Daha fazla YayÄ±n Till debt does us apart: Cross-country evidence on the relationship between microfinance prevalence and social distrust(Public Library Science, 2023) Masood, Syed Muhammad Usman; Ã–zcan, Rasim; Khan, Asad ul Islam; Khan, Asad ul Islam; Ã–zcan, Rasim; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla Economic interventions have social consequences. In this paper, we explore one such relationship, between microfinance intensity and social distrust levels reported by the low-income people. We find a significant association between microfinance intensity in a country and distrust among the poor as well as ultra-poor in cross-section using World Values Survey & European Values Survey (WVS-EVS) Wave 7 (2017-2022). We supplement these findings using empirical Bayes on a panel extending back from 7th to the 4th WVS wave (1999-2004). To deal with potential endogeneity, we run 2SLS as well as weak instruments-robust conditional instrumental variable tests and find evidence showing microfinance prevalence intensity affects distrust levels among the poor and ultra-poor households. We find no association between microfinance and distrust levels in the rich in any of the tests, potentially because the rich are not exposed to microfinance.Daha fazla YayÄ±n Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices(Elsevier, 2023) Shahbaz, Muhammad; Khan, Asad ul Islam; Mubarak, Muhammad Shujaat; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla This paper is to find how the existence of a long-run relationship between oil prices and metals prices evolved for the time from January 1979 to December 2017. The rolling-window autoregressive lag mod- eling (RARDL) testing approach of cointegration has been introduced and applied to assess the long-run relationship considering four rolling windows of 5, 10, 15, and 20 years. The empirical evidence concludes that for a small rolling window of 5 years, there is no evidence of the long-run relationship between oil prices and metals prices, i.e. gold, platinum, and silver. However, there is a long-run relationship between oil prices and steel prices from December 2003 to December 2014. At larger rolling windows of 10, 15 and 20 years, oil prices and gold prices are not cointegrated; however, steel, silver, and platinum have a long-run relationship with oil prices in different periods.Daha fazla YayÄ±n Subsample stability, change detection and dynamics of oil and metal markets: A recursive approach(Elsevier, 2023) Khan, Asad ul Islam; Shahbaz, Muhammad; Napari, Ayuba; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The analysis of historical price data for patterns and using such patterns for predictions and policy recommendations has become ubiquitous in the existing economics literature. These predictions and recommendations are premised on the stability of the statistical properties and inter-variable dynamics for which a single regime or few number of regimes can capture. This, however, is a strong assumption with serious repercussions if violated. In this study, the appropriateness of the stability assumption is questioned using various recursive regressions to test stability, consistency of stationarity and stability in inter-variable dynamics between crude oil, gold, silver, and platinum prices. Using monthly data sourced from the World Bank Commodity Price Data (Pink Sheet) from January 1, 9960 to March 2022, our empirical analysis found level prices of oil, gold, and platinum to be consistently non-stationary with rare exceptions. The level price of silver however is found to be inconsistent with multiple regime switches while the logged series of all variables yielded non-stationarity. The default is stationarity for all the variables when price series are logged differenced and/or differenced for oil, silver, and platinum. Differenced gold prices resulted in inconsistent stationarity with multiple regime changes. Even if rare, the stationarity of all the variables is dependent on time and sample size due to the inconsistence in the stationarity verdict. On the bi-variate relationship in the long run, only level silver prices are found to be cointegrated with oil while logged silver prices are inconsistently cointegrated with logged oil prices. Also, in the short-run, only log of oil prices is found to Granger cause log of silver prices. It is thus recommended that researchers and policy makers be tempered in extrapolating statistical findings in general and the price and interprice dynamics of oil, gold, silver and platinum into the future.Daha fazla YayÄ±n Metric dimensions of bicyclic graphs(MDPI, 2023) Khan, Asad ul Islam; Haidar, Ghulam; Abbas, Naeem; Khan, Murad ul Islam; Niazi, Azmat Ullah Khan; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The distance d(va, vb) between two vertices of a simple connected graph G is the length of the shortest path between va and vb. Vertices va, vb of G are considered to be resolved by a vertex v if d(va, v) 6= d(vb, v). An ordered set W = fv1, v2, v3, . . . , vsg V(G) is said to be a resolving set for G, if for any va, vb 2 V(G), 9 vi 2 W 3 d(va, vi) 6= d(vb, vi). The representation of vertex v with respect to W is denoted by r(vjW) and is an s-vector(s-tuple) (d(v, v1), d(v, v2), d(v, v3), . . . , d(v, vs)). Using representation r(vjW), we can say that W is a resolving set if, for any two vertices va, vb 2 V(G), we have r(vajW) 6= r(vbjW). A minimal resolving set is termed a metric basis for G. The cardinality of the metric basis set is called the metric dimension of G, represented by dim(G). In this article, we study the metric dimension of two types of bicyclic graphs. The obtained results prove that they have constant metric dimension.Daha fazla YayÄ±n Is the effect of a health crisis symmetric for physical and digital financial assets? An assessment of gold and bitcoin during the pandemic(Public Library of Science, 2023) Badshah, Waqar; Musah, Mohammed; Khan, Asad ul Islam; Khan, Asad ul Islam; Ã–zer, Ercan; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla The emergence of the covid-19 health crisis, in this advanced technological era where connections between markets, nations, and economies have grown stronger than ever before, the shock of the COVID-19 pandemic quickly had an impact on both physical and digital financial assets. The Chinese financial market experienced the first consequences of the covid-19 pandemic, then spilled over to other financial markets, including those for cryptocurrencies and the precious metals. This study examines the impact of the covid-19 pandemic on the volatilities of the dynamics of bitcoin and gold. Both assets share some characteristics, such as online trading platforms, however, gold is a tangible financial asset unlike bitcoin, which is digitally generated without any physical form. This study argues that the similarities and differences between bitcoin and gold play major roles in how the covid19 crisis affected their respective dynamics. Using daily data ranging from 9/22/2014 to 1/ 31/2023 and employing ARMA as the mean equation for GARCH model, the impact of the health crisis (covid-19) is examined on the volatilities of the prices and volumes of bitcoin and gold. Empirical evidence points out that, the pandemic has a symmetric impact on the volatilities of bitcoin and gold price returns, causing them to be more volatile. The impact of the covid-19 observed on the volume returns of the assets, however, is asymmetrical. The empirical results give evidence to the role that the vital differences existing between these assets played during the covid-19 pandemic.Daha fazla YayÄ±n The probabilities of type I and II error of null of cointegration tests: A Monte Carlo comparison(Plos One, 2022) Aysan, Ahmet Faruk; GÃ¼ney, Ä°brahim; Isac, Nicoleta; Khan, Asad ul Islam; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla This paper evaluates the performance of eight tests with null hypothesis of cointegration on basis of probabilities of type I and II errors using Monte Carlo simulations. This study uses a variety of 132 different data generations covering three cases of deterministic part and four sample sizes. The three cases of deterministic part considered are: absence of both intercept and linear time trend, presence of only the intercept and presence of both the intercept and linear time trend. It is found that all of tests have either larger or smaller probabilities of type I error and concluded that tests face either problems of over rejection or under rejection, when asymptotic critical values are used. It is also concluded that use of simulated critical values leads to controlled probability of type I error. So, the use of asymptotic critical values may be avoided, and the use of simulated critical values is highly recommended. It is found and concluded that the simple LM test based on KPSS statistic performs better than rest for all specifications of deterministic part and sample sizes.Daha fazla YayÄ±n Moderating role of board gender diversity between odd board composition and audit quality(Johar Education Society Pakistan, 2023) Hassan, Muhammad Zia Ul; Baith, S. M. Labib Abdul; Butt, Jahanzaib Safdar; Khan, Asad ul Islam; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla This study investigates the relationship between odd board structure, board gender diversity, and audit quality in Pakistani firms. The data is collected from Pakistan Stock Exchangeâ€™s KSE100 index companies from the year 2016 to 2020. The study employs regression models to analyze the impact of an odd board structure on audit quality, as measured by audit fees. Additionally, the moderating role of board gender diversity on this relationship is examined. The findings reveal that an odd board structure positively influences audit quality, indicating that firms with an odd number of directors pay higher audit fees. However, the study could not find a significant moderating role of board gender diversity. The study recommends the adoption of an odd board structure to enhance audit quality and further emphasizes the importance of promoting board gender diversity to strengthen governance practices especially audit quality in the Pakistani context.Daha fazla YayÄ±n Examining the shifting dynamics of the Beveridge curve in the Turkish labor market during crises(Multidisciplinary Digital Publishing Institute (MDPI), 2024) Babangida, Jamilu Said; Khan, Asad ul Islam; Aysan, Ahmet Faruk; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla Following the global financial crisis, an increasing amount of attention has been directed towards examining the Beveridge curve (BC), which indicates the relationship between unemployment and vacancy rates. This research analyzes the unemploymentâ€“vacancy rate dynamics in the Turkiye labor market during both the global financial crisis and COVID-19 periods. The findings from this study demonstrate that the labor market exhibits deteriorating efficiency, as evidenced by movement of BC away from the origin. The unemployment and vacancy rates both increase over time, with a leftward (rightward) shift of BC during the global financial crisis (COVID-19) period. The study also reveals that both crises had no significant effect on unemploymentâ€“vacancy rate dynamics. In the Turkish labor market, there exists a situation where the vacancy rate is in shortfall of the unemployment level in Turkiye. This creates a positive relationship between these two factors. The labor market in Turkiye experiences inefficiencies as it struggles to generate a sufficient number of jobs to meet the demand from job seekers.Daha fazla YayÄ±n Monetary policy and nonperforming loan ratios in a monetary union; a counterfactual study(Emerald Publishing, 2023) Napari, Ayuba; Ã–zcan, Rasim; Khan, Asad ul Islam; Ä°nsan ve Toplum Bilimleri FakÃ¼ltesi, Ä°ktisat BÃ¶lÃ¼mÃ¼Daha fazla Purpose â€“ For close to two decades, the West African Monetary Zone (WAMZ) has been preparing to launch a second monetary union within the ECOWAS region. This study aims to determine the impact such a unionised monetary regime will have on financial stability as represented by the nonperforming loan ratios of Ghana in a counterfactual framework. Design/methodology/approach â€“ This study models nonperforming loan ratios as dependent on the monetary policy rate and the business cycle. The study then used historical data to estimate the parameters of the nonperforming loan ratio response function using an Autoregressive Distributed Lag (ARDL) approach. The estimated parameters are further used to estimate the impact of several counterfactual unionised monetary policy rates on the nonperforming loan ratios and its volatility of Ghana. As robustness check, the Least Absolute Shrinkage Selection Operator (LASSO) regression is also used to estimate the nonperforming loan ratios response function and to predict nonperforming loans under the counterfactual unionised monetary policy rates. Findings â€“ The results of the counterfactual study reveals that the apparent cost of monetary unification is much less than supposed with a monetary union likely to dampen volatility in non-performing loans in Ghana. As such, the WAMZ members should increase the pace towards monetary unification. Originality/value â€“ The paper contributes to the existing literature by explicitly modelling nonperforming loan ratios as dependent on monetary policy and the business cycle. The study also settles the debate on the financial stability cost of a monetary union due to the nonalignment of business cycles and economic structures.Daha fazla